A practical method for analysing heavy tailed data

Canadian Journal of Statistics

Volumn 37, Issue 2, 2009, Pages 235-248

  Peng, Liang ^a  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Heavy tails; High quantile estimation; Tail index; Threshold

Indexed keywords

EID: 74049118069     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.1002/cjs.10018     Document Type: Article

References (29)

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